Pages that link to "Item:Q5241559"
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The following pages link to Optimal portfolio under fractional stochastic environment (Q5241559):
Displaying 15 items.
- Analysis of heterogeneous endowment policies portfolios under fractional approximations. (Q1423341) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Optimal portfolio in a fractional Black \& Scholes market (Q2712771) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Robust control in a rough environment (Q5072907) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
- Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation (Q5144185) (← links)
- Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)